That's because, as I said above, NURBS are translated to polygons on render time. You need to increase the tessellation settings to make it rounder. See here: https://download.autodesk.com/us/maya...mber=d0e573870
as for increasing the divisions in polygon mode, i know that, but then again it's got edges again..
Then you're not going high enough 
However, what you're trying to accomplish could be easily achieved through a texture map, or even a ramp.
Imagination is more important than knowledge.